Business cycle indexes are used to get a timely and frequent description of the state of the economy and its likely development in the near future. This paper discusses two methods for constructing business cycle indexes, the traditional NBER method and a recently de-veloped dynamic factor model, and compares these methods for the euro area. The results suggest that a reliable indicator can be constructed from a limited number of series that are selected using economic logic
<p>I construct a daily business cycle index based on quarterly GDP growth and textual information co...
We use the information content in the decisions of the NBER Business Cycle Dating Committee to const...
Business cycle measures can provide timely statistical evidence of turning points.Business cycles
Business cycle indexes are used to get a timely and frequent description of the state of the economy...
Business cycle indexes are used to get a timely and frequent description of the state of the economy...
I construct a daily business cycle index based on quarterly GDP and textual information contained in...
This article investigates to what extent business cycles co-move in the four largest euro area econo...
In this paper we develop a business cycle measure that can be shown to have excellent ex-ante foreca...
In this paper we develop a business cycle measure that can be shown to have excellent ex-ante foreca...
This paper proposes a new model-based method to obtain a coincident indicator for the business cycle...
Effectively predicting cyclical movements in the economy is a major challenge. While there are other...
This paper investigates the identification and dating of the European business cycle, using differen...
This article presents a new type of business-cycle index that allows for cycle-to-cycle comparisons ...
There are two main approaches to business cycle forecasting: (a) sctructural approach (econometric m...
Proposes a number of improvements to standard techniques to detect the peaks and troughs of business...
<p>I construct a daily business cycle index based on quarterly GDP growth and textual information co...
We use the information content in the decisions of the NBER Business Cycle Dating Committee to const...
Business cycle measures can provide timely statistical evidence of turning points.Business cycles
Business cycle indexes are used to get a timely and frequent description of the state of the economy...
Business cycle indexes are used to get a timely and frequent description of the state of the economy...
I construct a daily business cycle index based on quarterly GDP and textual information contained in...
This article investigates to what extent business cycles co-move in the four largest euro area econo...
In this paper we develop a business cycle measure that can be shown to have excellent ex-ante foreca...
In this paper we develop a business cycle measure that can be shown to have excellent ex-ante foreca...
This paper proposes a new model-based method to obtain a coincident indicator for the business cycle...
Effectively predicting cyclical movements in the economy is a major challenge. While there are other...
This paper investigates the identification and dating of the European business cycle, using differen...
This article presents a new type of business-cycle index that allows for cycle-to-cycle comparisons ...
There are two main approaches to business cycle forecasting: (a) sctructural approach (econometric m...
Proposes a number of improvements to standard techniques to detect the peaks and troughs of business...
<p>I construct a daily business cycle index based on quarterly GDP growth and textual information co...
We use the information content in the decisions of the NBER Business Cycle Dating Committee to const...
Business cycle measures can provide timely statistical evidence of turning points.Business cycles